buy orders work.
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@@ -17,19 +17,19 @@
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;; sell-book contains all the sell orders. The second
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;; called buy-book contains all the buy orders.
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(defn create-book [& args]
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(let [cmp #(< (:price %1) (:price %2))]
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(defn create-sell-book [& args]
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(let [cmp #(compare (:price %1) (:price %2))]
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(apply sorted-list-by cmp args)))
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(defn create-buy-book [& args]
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(let [cmp #(compare (:price %2) (:price %1))]
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(apply sorted-list-by cmp args)))
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(defn sorted-set-rest [s]
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(print "=>" s)
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(if (empty? s)
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s
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(disj s (first s))))
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(def book {:sell (create-book) :buy (create-book)})
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(def book {:sell (create-sell-book) :buy (create-sell-book)})
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(defn buy? [order]
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@@ -43,23 +43,35 @@
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:order-id (:book.order/id order-to-fulfill)
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:book-id (:book.order/id book-order)})
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(defn create-sell-trade-factory [order-to-fulfill]
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(fn [trade book-order]
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(let [already-fulfilled (:book.order/already-fulfilled trade 0)
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qtn-to-fulfill (min (:quantity book-order) (- (:quantity order-to-fulfill) already-fulfilled))
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can-fulfill? (<= (:price book-order) (:price order-to-fulfill))]
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(when (and can-fulfill? (< 0 qtn-to-fulfill))
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#:book.order{:type :sell
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:quantity qtn-to-fulfill
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:already-fulfilled (+ already-fulfilled qtn-to-fulfill)
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:price (min (:price book-order) (:price order-to-fulfill))
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:order-id (:book.order/id order-to-fulfill)
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:book-id (:book.order/id book-order)}))))
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(defn sell? [order]
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(= (:type order) :sell))
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(defn sell-order-fullfillable? [book-order order]
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(>= (:price book-order) (:price order)))
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(defn buy-order-fullfillable? [book-order order]
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(<= (:price book-order) (:price order)))
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(defn create-trade-factory [order-to-fulfill]
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(let [trade-type (if (sell? order-to-fulfill) :buy :sell)
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trade-price (if (sell? order-to-fulfill) max min)
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fulfillable? (if (sell? order-to-fulfill) sell-order-fullfillable? buy-order-fullfillable?)]
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(fn [trade book-order]
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(let [already-fulfilled (:book.order/already-fulfilled trade 0)
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qtn-to-fulfill (min (:quantity book-order) (- (:quantity order-to-fulfill) already-fulfilled))
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can-fulfill? (fulfillable? book-order order-to-fulfill)]
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(when (and can-fulfill? (< 0 qtn-to-fulfill))
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#:book.order{:type trade-type
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:quantity qtn-to-fulfill
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:already-fulfilled (+ already-fulfilled qtn-to-fulfill)
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:price (trade-price (:price book-order) (:price order-to-fulfill))
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:order-id (:book.order/id order-to-fulfill)
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:book-id (:book.order/id book-order)})))))
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(defn create-sell-trades [order-to-fulfill sell-book]
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(let [create-sell-trade (create-sell-trade-factory order-to-fulfill)
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trades (reductions create-sell-trade {} sell-book)
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(let [create-trade (create-trade-factory order-to-fulfill)
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trades (reductions create-trade {} sell-book)
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ret (rest (take-while some? trades))]
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(map #(dissoc % :book.order/already-fulfilled) ret)))
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@@ -92,6 +104,12 @@
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new-buy-order (leftover-order order trades)]
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[trades new-book new-buy-order]))
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(defn match-sell-order-in-buy-book [buy-book order]
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(let [trades (create-sell-trades order buy-book)
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new-book (compute-new-sell-book-after-trades buy-book trades)
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new-buy-order (leftover-order order trades)]
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[trades new-book new-buy-order]))
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(defn place-buy-order [book order]
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(match-buy-order-in-sell-book (:sell book) order)
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